Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 0.519091 0.583146 0.656130 0.746370 0.856264 0.987522 1.158945
2025-08-24 0.435586 0.512296 0.606150 0.732069 0.900933 1.126512 1.463919
2025-08-31 0.403499 0.492857 0.608961 0.776422 1.022226 1.389543 2.026697
2025-09-07 0.364007 0.456348 0.581493 0.771767 1.070999 1.560711 2.528705
2025-09-14 0.330687 0.422942 0.552137 0.757039 1.098285 1.702899 3.054406
2025-09-21 0.306434 0.398851 0.532096 0.751692 1.137639 1.876963 3.759503
2025-09-28 0.283521 0.374079 0.507654 0.734662 1.151706 2.005947 4.459150
2025-10-05 0.278088 0.374084 0.520406 0.780581 1.291878 2.457561 6.594966
2025-10-12 0.278922 0.383313 0.548382 0.857590 1.516523 3.241274 11.659355
2025-10-19 0.263085 0.365106 0.529193 0.844240 1.542821 3.507705 15.135288
2025-10-26 0.251504 0.352686 0.518410 0.845251 1.602751 3.919401 21.615162
2025-11-02 0.236528 0.333702 0.494567 0.816912 1.584267 4.058065 26.737217
2025-11-09 0.218665 0.309756 0.461638 0.769285 1.515249 4.011136 30.364888
2025-11-16 0.207017 0.295358 0.444531 0.752553 1.524674 4.293221 43.682197
2025-11-23 0.205036 0.296832 0.455929 0.797936 1.719026 5.592664 151.361779
2025-11-30 0.196589 0.286733 0.445076 0.792722 1.766077 6.257489 449.303143
2025-12-07 0.187643 0.275213 0.430593 0.777245 1.777453 6.754240 2128.327237
2025-12-14 0.180599 0.266571 0.420890 0.771620 1.820152 7.548039 NaN
2025-12-21 0.172758 0.256096 0.406860 0.753892 1.817323 8.035953 NaN
2025-12-28 0.172461 0.258900 0.418936 0.801614 2.067238 11.370500 NaN
2026-01-04 0.174891 0.266731 0.441828 0.881781 2.497028 19.710645 NaN
2026-01-11 0.168532 0.258070 0.430069 0.867870 2.521468 22.313621 NaN
2026-01-18 0.163878 0.252331 0.424011 0.868921 2.618159 27.645848 NaN